Stochastic growth under Wiener and Poisson uncertainty
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Philippe Weil, 1990.
"Nonexpected Utility in Macroeconomics,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 105(1), pages 29-42.
- Philippe Weil, 1990. "Non-Expected Utility in Macroeconomics," SciencePo Working papers Main hal-03393362, HAL.
- Philippe Weil, 1990. "Non-Expected Utility in Macroeconomics," Post-Print hal-03393362, HAL.
- Aghion, Philippe & Howitt, Peter, 1992.
"A Model of Growth through Creative Destruction,"
Econometrica, Econometric Society, vol. 60(2), pages 323-351, March.
- Aghion, P. & Howitt, P., 1989. "A Model Of Growth Through Creative Destruction," Working papers 527, Massachusetts Institute of Technology (MIT), Department of Economics.
- Aghion, Philippe & Howitt, Peter, 1992. "A Model of Growth Through Creative Destruction," Scholarly Articles 12490578, Harvard University Department of Economics.
- Philippe Aghion & Peter Howitt, 1990. "A Model of Growth Through Creative Destruction," NBER Working Papers 3223, National Bureau of Economic Research, Inc.
- Aghion, P. & Howitt, P., 1990. "A Model Of Growth Through Creative Destruction," DELTA Working Papers 90-12, DELTA (Ecole normale supérieure).
- Aghion, P. & Howitt, P., 1989. "A Model Of Growth Through Creative Destruction," University of Western Ontario, Departmental Research Report Series 8904, University of Western Ontario, Department of Economics.
- Anne Epaulard & Aude Pommeret, 2003.
"Recursive Utility, Endogenous Growth, and the Welfare Cost of Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(3), pages 672-684, July.
- Ms. Aude Pommeret & Ms. Anne Epaulard, 2001. "Recursive Utility, Endogenous Growth, and the Welfare Cost of Volatility," IMF Working Papers 2001/005, International Monetary Fund.
- Walde, Klaus, 1999. "Optimal Saving under Poisson Uncertainty," Journal of Economic Theory, Elsevier, vol. 87(1), pages 194-217, July.
- Dorfman, Robert, 1969. "An Economic Interpretation of Optimal Control Theory," American Economic Review, American Economic Association, vol. 59(5), pages 817-831, December.
- de Hek, Paul A, 1999. "On Endogenous Growth under Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(3), pages 727-744, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Olaf, POSCH & Klaus, WAELDE, 2005.
"Natural volatility, welfare and taxation,"
Discussion Papers (ECON - Département des Sciences Economiques)
2005009, Université catholique de Louvain, Département des Sciences Economiques.
- Olaf Posch & Klaus Wälde, 2006. "Natural volatility, welfare and taxation," Working Papers 2007_33, Business School - Economics, University of Glasgow.
- Olaf Posch & Klaus Wälde, 2006. "Natural volatility, welfare and taxation," Computing in Economics and Finance 2006 95, Society for Computational Economics.
- Posch, Olaf & Wälde, Klaus, 2005. "Natural volatility, welfare and taxation," W.E.P. - Würzburg Economic Papers 57, University of Würzburg, Department of Economics.
- Olaf Posch & Klaus Wälde, 2006. "Natural Volatility, Welfare and Taxation," CESifo Working Paper Series 1748, CESifo.
- Thomas Douenne, 2020.
"Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 251-272, October.
- Thomas Douenne, 2019. "Disaster risks, disaster strikes and economic growth: the role of preferences," Working Papers 2019.05, FAERE - French Association of Environmental and Resource Economists.
- Thomas Douenne, 2020. "Disaster risks, disaster strikes, and economic growth: The role of preferences," Post-Print halshs-02973075, HAL.
- Thomas Douenne, 2020. "Disaster risks, disaster strikes, and economic growth: The role of preferences," PSE-Ecole d'économie de Paris (Postprint) halshs-02973075, HAL.
- Thomas Douenne, 2020. "Code and data files for "Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences"," Computer Codes 18-396, Review of Economic Dynamics.
- R. Anton Braun & Tomoyuki Nakajima, 2011.
"Making the Case for a Low Intertemporal Elasticity of Substitution,"
KIER Working Papers
788, Kyoto University, Institute of Economic Research.
- R. Anton Braun & Tomoyuki Nakajima, 2011. "Making the case for a low intertemporal elasticity of substitution," FRB Atlanta Working Paper 2011-13, Federal Reserve Bank of Atlanta.
- R. Anton Braun & Tomoyuki Nakajima, 2012. "Making the case for a low intertemporal elasticity of substitution," FRB Atlanta Working Paper 2012-01, Federal Reserve Bank of Atlanta.
- Robert J. Barro, 2009.
"Rare Disasters, Asset Prices, and Welfare Costs,"
American Economic Review, American Economic Association, vol. 99(1), pages 243-264, March.
- Robert J. Barro, 2007. "Rare Disasters, Asset Prices, and Welfare Costs," NBER Working Papers 13690, National Bureau of Economic Research, Inc.
- Posch, Olaf & Trimborn, Timo, 2013.
"Numerical solution of dynamic equilibrium models under Poisson uncertainty,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2602-2622.
- Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," DEGIT Conference Papers c016_044, DEGIT, Dynamics, Economic Growth, and International Trade.
- Olaf Posch & Timo Trimborn, 2011. "Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty," CESifo Working Paper Series 3431, CESifo.
- Maria João Ribeiro, 2003. "Endogenous Growth: Analytical Review of its Generating Mechanisms," NIPE Working Papers 4/2003, NIPE - Universidade do Minho.
- Klaus Wälde, 2005.
"Endogenous Growth Cycles,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 867-894, August.
- Klaus, WAELDE, 2003. "Endogenous growth cycles," LIDAM Discussion Papers IRES 2004012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 15 Mar 2004.
- López, Santiago M. & Molero, José & Santos-Arteaga, Francisco J., 2011. "Poverty traps in a frictionless world: The effects of learning and technology assimilation," Structural Change and Economic Dynamics, Elsevier, vol. 22(2), pages 106-115, June.
- Ribeiro, M.J., 2000.
"A Nonscale Growth Model with R&D and Human Capital Accumulation,"
The Warwick Economics Research Paper Series (TWERPS)
574, University of Warwick, Department of Economics.
- Maria João Ribeiro Thompson, 2003. "A Nonscale Growth Model with R&D and Human Capital Accumulation," NIPE Working Papers 5/2003, NIPE - Universidade do Minho.
- Olaf Posch & Timo Trimborn, 2010.
"Numerical solution of continuous-time DSGE models under Poisson uncertainty,"
Economics Working Papers
2010-08, Department of Economics and Business Economics, Aarhus University.
- Posch, Olaf & Trimborn, Timo, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Hannover Economic Papers (HEP) dp-450, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Lafforgue, Gilles, 2008.
"Stochastic technical change, non-renewable resource and optimal sustainable growth,"
Resource and Energy Economics, Elsevier, vol. 30(4), pages 540-554, December.
- Gilles Lafforgue, 2008. "Stochastic technical change, non-renewable resource and optimal sustainable growth," Post-Print hal-02667561, HAL.
- Helpman, Elhanan, 1992.
"Endogenous macroeconomic growth theory,"
European Economic Review, Elsevier, vol. 36(2-3), pages 237-267, April.
- Elhanan Helpman, 1991. "Endogenous Macroeconomic Growth Theory," NBER Working Papers 3869, National Bureau of Economic Research, Inc.
- Helpman, E., 1991. "Endogenous Macroeconomic Growth Theory," Harvard Institute of Economic Research Working Papers 1570, Harvard - Institute of Economic Research.
- Grüning, Patrick, 2018.
"Heterogeneity in the internationalization of R&D: Implications for anomalies in finance and macroeconomics,"
Finance Research Letters, Elsevier, vol. 26(C), pages 132-138.
- Patrick Grüning, 2017. "Heterogeneity in the Internationalization of R&D: Implications for Anomalies in Finance and Macroeconomics," Bank of Lithuania Occasional Paper Series 16, Bank of Lithuania.
- Grüning, Patrick, 2017. "Heterogeneity in the Internationalization of R&D: Implications for anomalies in finance and macroeconomics," SAFE Working Paper Series 185, Leibniz Institute for Financial Research SAFE.
- Robert E. Lucas Jr., 2003. "Macroeconomic Priorities," American Economic Review, American Economic Association, vol. 93(1), pages 1-14, March.
- Dibooglu, Sel & Kenc, Turalay, 2009. "Welfare cost of inflation in a stochastic balanced growth model," Economic Modelling, Elsevier, vol. 26(3), pages 650-658, May.
- Barbara Annicchiarico & Alessandra Pelloni & Fabrizio Valenti, 2016.
"Volatility and Growth with Recursive Preferences,"
Working Paper series
16-05, Rimini Centre for Economic Analysis.
- Barbara Annicchiarico & Alessandra Pelloni & Fabrizio Valenti, 2016. "Volatility and Growth with Recursive Preferences," CEIS Research Paper 387, Tor Vergata University, CEIS, revised 24 Jun 2016.
- Ricardo Reis, 2009.
"The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuations,"
Journal of the European Economic Association, MIT Press, vol. 7(4), pages 722-753, June.
- Ricardo Reis, 2005. "The time-series properties of aggregate consumption: implications for the costs of fluctuations," Working Papers 134, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- Reis, Ricardo, 2005. "The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuations," CEPR Discussion Papers 5054, C.E.P.R. Discussion Papers.
- Ricardo Reis, 2005. "The Time-Series Properties of Aggregate Consumption: Implications for the Costs of Fluctuation," NBER Working Papers 11297, National Bureau of Economic Research, Inc.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2023.
"The dynamics of Pareto distributed wealth in a small open economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 607-644, August.
- Matthias Birkner & Niklas Scheuer & Klaus Wälde, 2021. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," CESifo Working Paper Series 9058, CESifo.
- Birkner, Matthias & Scheuer, Niklas & Wälde, Klaus, 2022. "The Dynamics of Pareto Distributed Wealth in a Small Open Economy," VfS Annual Conference 2022 (Basel): Big Data in Economics 264080, Verein für Socialpolitik / German Economic Association.
- Diego Comin & Ana Maria Santacreu & Mark Gertler & Phuong Ngo, 2018. "Stock Price Fluctuations and Productivity Growth," 2018 Meeting Papers 1147, Society for Economic Dynamics.
- Epaulard, Anne & Pommeret, Aude, 2003. "Optimally eating a stochastic cake: a recursive utility approach," Resource and Energy Economics, Elsevier, vol. 25(2), pages 129-139, May.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:86:y:2005:i:3:p:311-316. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ecolet .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.